+755.5%
FN vs EXEL
+325.9%
+429.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | +20.8% | +1.6% | +19.1% | +20.5% |
| 30D | -17.3% | +17.4% | -34.7% | -19.7% |
| 3M | -38.1% | +38.6% | -76.8% | -42.0% |
| 6M | -44.2% | +41.2% | -85.4% | -48.2% |
| YTD | -22.3% | +59.3% | -81.6% | -29.7% |
| 1Y | -20.9% | +60.2% | -81.2% | -28.6% |
| 3Y | +111.1% | +232.6% | -121.5% | +58.2% |
| 5Y | +191.8% | +285.9% | -94.0% | +107.8% |
| All | +755.5% | +325.9% | +429.6% | +446.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling